The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models


Issue Date:
2012-11
Publication Type:
Working or Discussion Paper
DOI and Other Identifiers:
Record Identifier:
https://ageconsearch.umn.edu/record/274620
Language:
English
Total Pages:
40
JEL Codes:
C22
Series Statement:
Working Paper No. 1300




 Record created 2018-06-27, last modified 2020-10-28

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